Mother of all backtests for Forex and Crypto Currency algo trading

(Last Updated On: October 16, 2017)

Planing for the mother of all backtests for Forex and Crypto Currency algo trading

Before I go live trading, I plan to build a Python backtest set of scripts to test for:

I do believe i can get forex tick data from IQFeed, i may go back 10-15 years for it. I will then test for negative and positive average weightings. I can also do a test also week by week on running my simulated trading against the different scenarios with forecasted volatile currency pairs. I also want to compare on the expected Sortino vs Sharpe ratio to see how that does as well. Make sense?

It will take a while to implement. U think I could apply this type of test to crypto if I can get the tick data for a certain #’of months

Answer:

Yes I don’t see why not, I’ve found Bittrex’s tick data for free online. It would make more sense to stick to long-only in crypto, unless you’re trading on margin with another broker like Bitfinex/Poloniex.

NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
About The Author

caustic

Hi i there My name is Bryan Downing. I am part of a company called QuantLabs.Net This is specifically a company with a high profile blog about technology, trading, financial, investment, quant, etc. It posts things on how to do job interviews with large companies like Morgan Stanley, Bloomberg, Citibank, and IBM. It also posts different unique tips and tricks on Java, C++, or C programming. It posts about different techniques in learning about Matlab and building models or strategies. There is a lot here if you are into venturing into the financial world like quant or technical analysis. It also discusses the future generation of trading and programming Specialties: C++, Java, C#, Matlab, quant, models, strategies, technical analysis, linux, windows P.S. I have been known to be the worst typist. Do not be offended by it as I like to bang stuff out and put priorty of what I do over typing. Maybe one day I can get a full time copy editor to help out. Do note I prefer videos as they are much easier to produce so check out my many video at youtube.com/quantlabs